Residual Diagnostics unavailable

[izabelaw]

Hi there,

I am trying to perform an LM autocorrelation test on residuals, however, I do not seem to find the option choosing View > Residual Diagnostics (the only three tests that are available are: histogram - normality test, cross-section dependence test, Arellano-Bond serial correlation test).

I also tried to perform the same test using Gretl but it was again unsuccessful (the option of autocorrelation test is switched off). Does this suggest that it might be my dataset problem? Does anyone have any suggestions as to why the autocorrelation tests would be excluded?

Just a quick recap of what I am doing: I have an unbalanced panel data with 29 countries across 10 years and the equation I am using is the simplest pooled OLS y=c1+c2*x (but the option is also unavailable for other models, like fixed-effects).

I would be very grateful for any tips!

[using eViews 9 Enterprise Edition]

[EViews Gareth]

LM autocorrelation test is not applicable to panel data.

[izabelaw]

Do you have suggestions as to other tests I could perform in order to test for autocorrelation with this type of data?